five

Chimera - regular vines MATLAB (4 to 7 nodes)

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4TU.ResearchData2023-04-28 更新2026-04-23 收录
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https://data.4tu.nl/datasets/0d6a27e7-0242-4d64-9e51-76c978ab1780/1
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资源简介:
Vine copulas have become the standard tool for modelling complex probabilistic dependence. It has been shown that thenumber of regular vines grows extremely quickly with the number of nodes. Chimera is the first attempt to map the vast space ofregular vines. No dataset containing all regular vines is available. The atlas of regular vines, Chimera, comprises all 24 4×4 matrices representing regular vineson 4 nodes, 480 5×5 matrices representing regular vines on 5 nodes, 23,040 6×6 matrices representing regular vines on 6nodes, 2,580,480 7×7 matrices representing regular vines on 7 nodes and 660,602,880 8×8 matrices representing regularvines on 8 nodes. Regular vines in Chimera are classified according to their tree-equivalence class. All regular vines were fitted to synthetic data to demonstrate the potential of Chimera. It provides thus a tool for researchers to navigate this vast space in an orderly fashion.This dataset contain vine matrices in for matlab<br>

藤型Copula(vine copula)现已成为建模复杂概率依赖关系的标准工具。已有研究证实,正则藤(regular vine)的数量会随节点数的增加而极速增长。Chimera是首个用于绘制正则藤庞大空间的尝试。目前尚无可用的囊括全部正则藤的数据集。作为正则藤图谱的Chimera数据集,涵盖了所有对应4个节点的24个4×4正则藤矩阵、对应5个节点的480个5×5正则藤矩阵、对应6个节点的23,040个6×6正则藤矩阵、对应7个节点的2,580,480个7×7正则藤矩阵,以及对应8个节点的660,602,880个8×8正则藤矩阵。Chimera中的正则藤均按照其树等价类进行分类。为验证Chimera的应用潜力,所有正则藤均已通过合成数据集完成拟合。因此,该数据集可为研究人员提供一种有序探索该庞大空间的工具。本数据集以Matlab格式存储藤型矩阵。
提供机构:
Rajabi, Mojtaba; Torres Alves, Gina; Morales Napoles, Oswaldo; 't Hart, Marcel
创建时间:
2023-04-28
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